Average year | -73% |
---|---|
Return over 1 m. | -11% |
Average month | -10.4% |
Last day | -1.2% |
Last month | -13.3% |
Max. Drawdown | 15% |
Worst day | 7% |
Max. leverage | 1:40 |
Stand. deviation | 10.5% |
Downside Deviation | 10.3% |
Best day | 2% |
Volatility | 2.2% |
Return / Risk | -4.9 |
Calmar ratio | -0.6895 |
Sharpe ratio | -1.0629 |
Sortino ratio | -1.0812 |
Shvager ratio | 0.879 |
Prefer horizon | 3 m. |
Longest drawdown | 14 d. |
Calculation period | 1 m. |
Trade days | 22 (100%) |
History | 1 m. |
Current stats | |
Drawdown | 14% / 15% |
Drawdown duration | 14 / 14 d. |